Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.549 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47309.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45914.94 Kr¶

PnL: ---------------------------------------> -973.63 Kr¶

DD now: ---------------------------------> -2.714 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 10:47:35.972893'

Anic Portfolio¶

Today¶

Return: -0.263 %¶

This Week¶

Return: -1.259 %¶

Total¶

Return: 54.881 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 15.910000 801.600000 128.600000 19.110000 673.000000
FM Mattsson Mora Group B 50 0.170000 3015.000000 88.000000 3.010000 2927.000000
SAAB B 8 0.820000 3436.000000 59.000000 1.750000 3377.000000
MedCap 2 0.430000 463.000000 42.000000 9.980000 421.000000
Intrum 4 7.050000 567.600000 40.600000 7.700000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.380000 393.500000 38.500000 10.850000 355.000000
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Corem Property Group B 59 -2.290000 602.980000 25.980000 4.500000 576.999999
Resurs Holding 22 -0.800000 597.080000 23.080000 4.020000 573.999998
Boozt 12 -0.070000 1666.800000 12.800000 0.770000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Securitas B 6 -0.560000 575.520000 5.520000 0.970000 570.000000
Swedbank A 3 -1.860000 568.950000 4.950000 0.880000 564.000000
Coor Service Management Hold. 8 0.220000 536.400000 4.400000 0.830000 532.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.680000 246.000000 0.000000 0.000000 246.000000
CTEK 13 -0.320000 527.410000 -6.590000 -1.230000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.530000 531.500000 -14.500000 -2.660000 546.000000
Beijer Electronics Group 26 -5.960000 2953.600000 -17.400000 -0.590000 2971.000006
Nordea Bank Abp 29 -1.070000 3431.860000 -22.140000 -0.640000 3453.999992
Essity B 2 -4.430000 534.400000 -39.600000 -6.900000 574.000000
International Petroleum Corp. 5 -0.180000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Vivesto 1368 1.490000 541.450000 -71.550000 -11.670000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.380000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45933.840000 -954.730000 -2.67545% 46888.564618

Updated:¶

'2023-01-26 10:46:41.155846'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶